+49,194.2%
QCOM vs RJF
+15,647.5%
+33,546.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +6.0% |
| 7D | +0.4% | +3.6% | -3.2% | -1.0% |
| 30D | -6.6% | +3.5% | -10.1% | -7.8% |
| 3M | +3.7% | -8.9% | +12.6% | +7.4% |
| 6M | -13.3% | +2.9% | -16.2% | -15.2% |
| YTD | -1.8% | +2.8% | -4.6% | -4.1% |
| 1Y | -2.5% | +2.7% | -5.2% | -4.7% |
| 3Y | +47.0% | +69.3% | -22.3% | +16.6% |
| 5Y | +13.1% | +75.0% | -61.9% | -11.9% |
| 10Y | +224.7% | +378.5% | -153.8% | +62.0% |
| All | +49,194.2% | +15,647.5% | +33,546.8% | +5,076.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling